What is the annual standard deviation of the portfolio with 40% in stock A and the rest in stock B based on the information given in the table below? Stock B Average Annual Return (%/Yr) 20% 15% (Based on Historical Data) Standard deviation (%/Yr.) 30% 25% Correlation(A,B) 0.3 Standard deviation of market (%/Y) 15% Risk-Free Rate (Yr.) 3% Risk Premium on the Market (Yr.) 5% O 27.5% O 21.8% O 15.0% O 12.2%